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Extending the Merton model with applications to credit value adjustment
Following the global financial crisis, the measurement of counterparty credit risk has become an essential part of the Basel III accord with credit...
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The Credit Suisse bailout in hindsight: not a bitter pill to swallow, but a case to follow
In March 2023, Credit Suisse (CS) was bailed out based on the implementation of emergency law to the exclusion of all shareholder rights of the...
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I-deals and the Future of Work: A Research Agenda for the Post-pandemic Age
Recognizing societal and organizational trends toward individualization of work ( Rousseau, D. M. (2005). I-deals: Idiosyncratic deals employees...
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Governed by the cycle: interest rate sensitivity of emerging market corporate debt
This study addresses interest rate sensitivity of emerging market corporate debt. Previous research suggests that interest rate sensitivity of...
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The Value Relevance of Financial Risk
In this chapter we investigate the value relevance of financial risk-related information disclosure, that is, the usefulness of financial risk...
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Social trading: do signal providers trigger gambling?
Social trading—also referred to as copy trading—is an interactive platform-based innovation facilitating visibility and traceability of signal...
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A simple test of misspecification for linear asset pricing models
A fundamental implication of asset pricing theory is that investors must earn risk-premiums for bearing exposure to systematic risk. The two-pass...
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Personality Profiles that Put Users at Risk of Perceiving Technostress
Some information systems research has considered that individual personality traits influence whether users feel stressed by information and...
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Decoding ESG disclosure: unveiling the role of catering incentives
This paper introduces a catering hypothesis of ESG disclosure, where managers adjust their disclosure policies based on investor valuation of...
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The Fundamental Theorems
This chapter presents the three fundamental theorems of asset pricing. These theorems are the basis for pricing and hedging derivatives,...
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I-deal or No I-deal? Lessons for Managers from Economic Theory
We explore the interface of idiosyncratic work arrangements (i-deals) and economic theory on private information. To that end, we model i-deals as...
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An Answer to Roll’s Critique (1977) 45 Years Later
We implement a new framework to mitigate the errors-in-variables (EIV) problem in the estimation of asset pricing models. Considering an...
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Leveraging global recombinant capabilities for green technologies: the role of ethnic diversity in MNEs’ dynamics
The growing environmental pressure and the parallel policy push on eco-innovations are making the generation of green technologies more and more...
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Theories of Internationalization
In this chapter, we discuss several theories that allow a deeper understanding of the international business (IB) activities of the firm and its...
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E-business adoption costs and strategies for retail micro businesses
E-business benefit both large and small businesses. However, the aggregate cost of successful online trading, including initial and recurring costs,...
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An Effectual Analysis of Markets and States
Entrepreneurial expertise consists in nonpredictive heuristics grouped under the rubric of effectuation. The principles and process of effectuation...
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An insight on non-standard asset pricing: does COVID-19 matter in the crypto-asset market?
What factors influence the expected return of crypto-assets amid the COVID-19 pandemic? Can a post-investment risk premium be anticipated? Addressing...
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An Exploratory Study of Consumers’ Travel-Related Concerns About COVID-19
This study explores consumers’ travel-related concerns about the COVID-19 pandemic via YouTube comments. Drawing on the risk perception theory and...
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Equity Premium Puzzle: The Distributional Approach
This chapter provides an extensive review of research on the equity premium puzzle, providing an overview of the existing approaches to this problem....
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CEO age and risk-taking of family business in Malaysia: The inverse S-curve relationship
The relationship between CEO age and corporate risk-taking has remained inconclusive after decades of research. This study contends that CEO may have...
